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Pre-change classes

Source: R/design.R
edetect_classes.Rd

The classes of pre-change distributions for which edetect builds e-values. Each class is a statement about the observations before a change; the average run length guarantee holds for every distribution in the class.

Usage

edetect_classes()

Value

A character vector of class names.

Details

  • "bounded": observations in known bounds [a, b] with mean at most (direction "up"), at least ("down") or equal to ("both") center. Nothing else is assumed. E-values: "betting" (tight, default) or "hoeffding" (sub-Bernoulli).

  • "subgaussian": observations with mean center and sub-Gaussian tails with declared scale sigma. Gaussian data with standard deviation sigma is the boundary case; heavier tails violate the class.

  • "bernoulli": counts of successes in subgroups of size n, each trial with conditional success probability (given the earlier trials of the subgroup) at most/at least/equal to center; beyond that, dependence within a subgroup is allowed. This is the p chart.

  • "poisson": counts with exposure n whose moment generating function is at most that of a Poisson with rate center per unit exposure (Poisson and underdispersed counts; overdispersed counts violate the class). These are the c (n = 1) and u charts.

Examples

edetect_classes()
#> [1] "bounded"     "subgaussian" "bernoulli"   "poisson"